CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0848 |
1.0889 |
0.0041 |
0.4% |
1.0769 |
| High |
1.0920 |
1.1005 |
0.0085 |
0.8% |
1.0846 |
| Low |
1.0830 |
1.0856 |
0.0026 |
0.2% |
1.0729 |
| Close |
1.0889 |
1.1003 |
0.0114 |
1.0% |
1.0809 |
| Range |
0.0090 |
0.0149 |
0.0060 |
66.5% |
0.0117 |
| ATR |
0.0069 |
0.0075 |
0.0006 |
8.2% |
0.0000 |
| Volume |
278,306 |
267,338 |
-10,968 |
-3.9% |
243,123 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1401 |
1.1351 |
1.1084 |
|
| R3 |
1.1252 |
1.1202 |
1.1043 |
|
| R2 |
1.1103 |
1.1103 |
1.1030 |
|
| R1 |
1.1053 |
1.1053 |
1.1016 |
1.1078 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0967 |
| S1 |
1.0904 |
1.0904 |
1.0989 |
1.0929 |
| S2 |
1.0805 |
1.0805 |
1.0975 |
|
| S3 |
1.0656 |
1.0755 |
1.0962 |
|
| S4 |
1.0507 |
1.0606 |
1.0921 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1094 |
1.0873 |
|
| R3 |
1.1029 |
1.0977 |
1.0841 |
|
| R2 |
1.0912 |
1.0912 |
1.0830 |
|
| R1 |
1.0860 |
1.0860 |
1.0819 |
1.0886 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0807 |
| S1 |
1.0743 |
1.0743 |
1.0798 |
1.0769 |
| S2 |
1.0678 |
1.0678 |
1.0787 |
|
| S3 |
1.0561 |
1.0626 |
1.0776 |
|
| S4 |
1.0444 |
1.0509 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1005 |
1.0792 |
0.0213 |
1.9% |
0.0081 |
0.7% |
99% |
True |
False |
232,464 |
| 10 |
1.1005 |
1.0729 |
0.0276 |
2.5% |
0.0075 |
0.7% |
99% |
True |
False |
133,818 |
| 20 |
1.1005 |
1.0703 |
0.0302 |
2.7% |
0.0071 |
0.6% |
99% |
True |
False |
68,818 |
| 40 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0072 |
0.7% |
63% |
False |
False |
35,079 |
| 60 |
1.1177 |
1.0703 |
0.0475 |
4.3% |
0.0073 |
0.7% |
63% |
False |
False |
23,631 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0074 |
0.7% |
68% |
False |
False |
18,057 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0070 |
0.6% |
68% |
False |
False |
14,454 |
| 120 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0065 |
0.6% |
68% |
False |
False |
12,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1638 |
|
2.618 |
1.1395 |
|
1.618 |
1.1246 |
|
1.000 |
1.1154 |
|
0.618 |
1.1097 |
|
HIGH |
1.1005 |
|
0.618 |
1.0948 |
|
0.500 |
1.0930 |
|
0.382 |
1.0912 |
|
LOW |
1.0856 |
|
0.618 |
1.0763 |
|
1.000 |
1.0707 |
|
1.618 |
1.0614 |
|
2.618 |
1.0465 |
|
4.250 |
1.0222 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0972 |
| PP |
1.0954 |
1.0941 |
| S1 |
1.0930 |
1.0910 |
|